Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47936.24 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46541.29 Kr¶

PnL: ---------------------------------------> -347.28 Kr¶

DD now: ---------------------------------> -1.426 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 11:06:39.871627'

Anic Portfolio¶

Today¶

Return: 0.049 %¶

This Week¶

Return: 0.049 %¶

Total¶

Return: 56.931 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.140000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 3.050000 2838.500000 202.500000 7.680000 2636.000010
Corem Property Group B 59 1.920000 625.400000 48.400000 8.390000 576.999999
AcadeMedia 12 1.740000 603.600000 46.600000 8.370000 557.000004
Boozt 12 0.640000 1696.800000 42.800000 2.590000 1653.999996
MedCap 2 3.370000 460.000000 39.000000 9.260000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.970000 391.900000 36.900000 10.390000 355.000000
OEM International B 7 2.050000 557.200000 29.200000 5.530000 527.999997
SAAB B 8 -1.000000 3405.600000 28.600000 0.850000 3377.000000
Resurs Holding 22 -0.260000 599.500000 25.500000 4.440000 573.999998
Intrum 4 2.240000 548.000000 21.000000 3.980000 527.000000
HMS Networks 2 1.290000 693.600000 20.600000 3.060000 673.000000
Coor Service Management Hold. 8 2.620000 549.200000 17.200000 3.230000 532.000000
Eastnine 4 -0.790000 504.800000 13.800000 2.810000 491.000000
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
CTEK 13 1.960000 540.410000 6.410000 1.200000 533.999999
FM Mattsson Mora Group B 50 -1.510000 2930.000000 3.000000 0.100000 2927.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Swedbank A 3 -0.450000 564.750000 0.750000 0.130000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.190000 246.240000 0.240000 0.100000 246.000000
Securitas B 6 1.090000 570.120000 0.120000 0.020000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.300000 559.650000 -2.350000 -0.420000 562.000005
Handelsbanken A 5 -0.180000 543.000000 -3.000000 -0.550000 546.000000
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity B 2 -1.210000 570.400000 -3.600000 -0.630000 574.000000
Essity A 4 -0.520000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.220000 3441.140000 -12.860000 -0.370000 3453.999992
Sampo Oyj SDB 7 -0.180000 3836.000000 -14.000000 -0.360000 3850.000000
International Petroleum Corp. 5 2.650000 562.500000 -32.070000 -5.390000 594.565215
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.040000 3662.100000 -93.900000 -2.500000 3756.000001
OX2 18 0.620000 1458.000000 -206.000000 -12.380000 1663.999992
Fasadgruppen Group 35 0.300000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 0.900000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46541.290000 -347.280000 -1.42639% 46888.564618

Updated:¶

'2023-01-23 11:06:52.239002'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶